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Fairness-aware Regression

OTFairBoostRegressor

Bases: LGBMRegressor

A LightGBM regressor that incorporates a custom fair loss objective.

Parameters:

Name Type Description Default
lambda_fairness_value float

The weight of the fairness term in the custom loss.

 required
n_steps_cdf int

The number of steps to use for the cumulative distribution function approximation.

 1024
fairness_mode str

The fairness criterion to enforce.

 "Demographic_Parity"
All
required
Source code in woodtapper/fairness/regression.py 
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class OTFairBoostRegressor(lgb.LGBMRegressor):
    """
    A LightGBM regressor that incorporates a custom fair loss objective.

    Parameters
    ----------
    lambda_fairness_value : float
        The weight of the fairness term in the custom loss.
    n_steps_cdf : int, default=1024
        The number of steps to use for the cumulative distribution function approximation.
    fairness_mode : str, default="Demographic_Parity"
        The fairness criterion to enforce.
    All other parameters are passed to the underlying LGBMRegressor.
    """

    def __init__(
        self,
        lambda_fairness_value,
        n_steps_cdf=1024,
        fairness_mode="Demographic_Parity",
        boosting_type="gbdt",
        num_leaves=31,
        max_depth=-1,
        learning_rate=0.1,
        n_estimators=100,
        subsample_for_bin=200000,
        objective=None,
        class_weight=None,
        min_split_gain=0.0,
        min_child_weight=1e-3,
        min_child_samples=20,
        subsample=1.0,
        subsample_freq=0,
        colsample_bytree=1.0,
        reg_alpha=0.0,
        reg_lambda=0.0,
        random_state=None,
        n_jobs=None,
        importance_type="split",
    ):
        super().__init__(
            boosting_type=boosting_type,
            num_leaves=num_leaves,
            max_depth=max_depth,
            learning_rate=learning_rate,
            n_estimators=n_estimators,
            subsample_for_bin=subsample_for_bin,
            objective=objective,
            class_weight=class_weight,
            min_split_gain=min_split_gain,
            min_child_weight=min_child_weight,
            min_child_samples=min_child_samples,
            subsample=subsample,
            subsample_freq=subsample_freq,
            colsample_bytree=colsample_bytree,
            reg_alpha=reg_alpha,
            reg_lambda=reg_lambda,
            random_state=random_state,
            n_jobs=n_jobs,
            importance_type=importance_type,
        )
        self.lambda_fairness_value = lambda_fairness_value
        self.n_steps_cdf = n_steps_cdf
        self.fairness_mode = fairness_mode
        self._initial_user_objective = objective  # Track whether the user explicitly supplied an objective at initialization

    def fit(
        self,
        X,
        y,
        sensitive_attribute,
        sample_weight=None,
        init_score=None,
        eval_set=None,
        eval_names=None,
        eval_sample_weight=None,
        eval_init_score=None,
        eval_metric=None,
        feature_name="auto",
        categorical_feature="auto",
        callbacks=None,
        init_model=None,
        eval_X=None,
        eval_y=None,
    ):
        """
        Fit the regressor with the custom fair loss objective.

        Parameters
        ----------
        X : array-like or sparse matrix of shape (n_samples, n_features)
            The input samples.
        y : array-like of shape (n_samples,)
            The target values.
        sensitive_attribute : array-like of shape (n_samples,)
            The sensitive attribute used for fairness.
        sample_weight : array-like of shape (n_samples,), default=None
            Sample weights.
        init_score : array-like of shape (n_samples,), default=None
            Initial scores.
        eval_set : list of (X, y) tuples, default=None
            A list of validation sets.
        eval_names : list of str, default=None
            Names of the validation sets.
        eval_sample_weight : list of array-like, default=None
            Sample weights for the validation sets.
        eval_init_score : list of array-like, default=None
            Initial scores for the validation sets.
        eval_metric : str or callable, default=None
            Evaluation metric.
        feature_name : list of str or "auto", default="auto"
            Feature names.
        categorical_feature : list of str or "auto", default="auto"
            Categorical features.
        callbacks : list of callable, default=None
            List of callback functions.
        init_model : str, LGBMModel or None, default=None
            Initial model.
        eval_X : array-like or None, default=None
            Evaluation features.
        eval_y : array-like or None, default=None
            Evaluation targets.

        Returns
        -------
        self : object
            Fitted estimator.
        """
        fobj = build_fair_loss(
            sensitive_attribute=sensitive_attribute,
            lambda_fairness_value=self.lambda_fairness_value,
            fairness_mode=self.fairness_mode,
            n_steps_cdf=self.n_steps_cdf,
            is_classification=False,
        )
        if self._initial_user_objective is not None:
            raise ValueError(
                f"An explicit objective ('{self._initial_user_objective}') was passed,but OTFairBoostClassifier overrides it with its custom fair loss objective."
            )
        self.set_params(objective=fobj)
        return super().fit(
            X,
            y,
            sample_weight=sample_weight,
            init_score=init_score,
            eval_set=eval_set,
            eval_names=eval_names,
            eval_sample_weight=eval_sample_weight,
            eval_init_score=eval_init_score,
            eval_metric=eval_metric,
            feature_name=feature_name,
            categorical_feature=categorical_feature,
            callbacks=callbacks,
            init_model=init_model,
            eval_X=eval_X,
            eval_y=eval_y,
        )

    def predict_(
        self,
        X,
        raw_score=False,
        start_iteration=0,
        num_iteration=None,
        pred_leaf=False,
        pred_contrib=False,
        validate_features=False,
        **kwargs,
    ):
        """
        Modify slightly LGBM method to obtain rzal probas with our custom loss.
        """
        result = super(lgb.LGBMRegressor, self).predict(
            X=X,
            raw_score=raw_score,
            start_iteration=start_iteration,
            num_iteration=num_iteration,
            pred_leaf=pred_leaf,
            pred_contrib=pred_contrib,
            validate_features=validate_features,
            **kwargs,
        )
        # print("result before sigmoid: ",result)
        # result = _sigmoid(result)
        # print("result after sigmoid: ",result)
        # if callable(self._objective) and not (raw_score or pred_leaf or pred_contrib):
        #    _log_warning(
        #        "Cannot compute class probabilities or labels "
        #        "due to the usage of customized objective function.\n"
        #        "Returning raw scores instead."
        #    )
        #    return result
        # if self.__is_multiclass or raw_score or pred_leaf or pred_contrib:  # type: ignore [operator]
        if raw_score or pred_leaf or pred_contrib:
            raise ValueError(
                "Cannot compute raw_score, pred_leaf, or pred_contrib with OTFairBoostClassifier."
            )

        return result

fit(X, y, sensitive_attribute, sample_weight=None, init_score=None, eval_set=None, eval_names=None, eval_sample_weight=None, eval_init_score=None, eval_metric=None, feature_name='auto', categorical_feature='auto', callbacks=None, init_model=None, eval_X=None, eval_y=None)

Fit the regressor with the custom fair loss objective.

Parameters:

Name Type Description Default
X array-like or sparse matrix of shape (n_samples, n_features)

The input samples.

 required
y array-like of shape (n_samples,)

The target values.

 required
sensitive_attribute array-like of shape (n_samples,)

The sensitive attribute used for fairness.

 required
sample_weight array-like of shape (n_samples,)

Sample weights.

 None
init_score array-like of shape (n_samples,)

Initial scores.

 None
eval_set list of (X, y) tuples

A list of validation sets.

 None
eval_names list of str

Names of the validation sets.

 None
eval_sample_weight list of array-like

Sample weights for the validation sets.

 None
eval_init_score list of array-like

Initial scores for the validation sets.

 None
eval_metric str or callable

Evaluation metric.

 None
feature_name list of str or "auto"

Feature names.

 "auto"
categorical_feature list of str or "auto"

Categorical features.

 "auto"
callbacks list of callable

List of callback functions.

 None
init_model (str, LGBMModel or None)

Initial model.

 None
eval_X array - like or None

Evaluation features.

 None
eval_y array - like or None

Evaluation targets.

 None

Returns:

Name Type Description
self object

Fitted estimator.
Source code in woodtapper/fairness/regression.py 
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def fit(
    self,
    X,
    y,
    sensitive_attribute,
    sample_weight=None,
    init_score=None,
    eval_set=None,
    eval_names=None,
    eval_sample_weight=None,
    eval_init_score=None,
    eval_metric=None,
    feature_name="auto",
    categorical_feature="auto",
    callbacks=None,
    init_model=None,
    eval_X=None,
    eval_y=None,
):
    """
    Fit the regressor with the custom fair loss objective.

    Parameters
    ----------
    X : array-like or sparse matrix of shape (n_samples, n_features)
        The input samples.
    y : array-like of shape (n_samples,)
        The target values.
    sensitive_attribute : array-like of shape (n_samples,)
        The sensitive attribute used for fairness.
    sample_weight : array-like of shape (n_samples,), default=None
        Sample weights.
    init_score : array-like of shape (n_samples,), default=None
        Initial scores.
    eval_set : list of (X, y) tuples, default=None
        A list of validation sets.
    eval_names : list of str, default=None
        Names of the validation sets.
    eval_sample_weight : list of array-like, default=None
        Sample weights for the validation sets.
    eval_init_score : list of array-like, default=None
        Initial scores for the validation sets.
    eval_metric : str or callable, default=None
        Evaluation metric.
    feature_name : list of str or "auto", default="auto"
        Feature names.
    categorical_feature : list of str or "auto", default="auto"
        Categorical features.
    callbacks : list of callable, default=None
        List of callback functions.
    init_model : str, LGBMModel or None, default=None
        Initial model.
    eval_X : array-like or None, default=None
        Evaluation features.
    eval_y : array-like or None, default=None
        Evaluation targets.

    Returns
    -------
    self : object
        Fitted estimator.
    """
    fobj = build_fair_loss(
        sensitive_attribute=sensitive_attribute,
        lambda_fairness_value=self.lambda_fairness_value,
        fairness_mode=self.fairness_mode,
        n_steps_cdf=self.n_steps_cdf,
        is_classification=False,
    )
    if self._initial_user_objective is not None:
        raise ValueError(
            f"An explicit objective ('{self._initial_user_objective}') was passed,but OTFairBoostClassifier overrides it with its custom fair loss objective."
        )
    self.set_params(objective=fobj)
    return super().fit(
        X,
        y,
        sample_weight=sample_weight,
        init_score=init_score,
        eval_set=eval_set,
        eval_names=eval_names,
        eval_sample_weight=eval_sample_weight,
        eval_init_score=eval_init_score,
        eval_metric=eval_metric,
        feature_name=feature_name,
        categorical_feature=categorical_feature,
        callbacks=callbacks,
        init_model=init_model,
        eval_X=eval_X,
        eval_y=eval_y,
    )

predict_(X, raw_score=False, start_iteration=0, num_iteration=None, pred_leaf=False, pred_contrib=False, validate_features=False, **kwargs)

Modify slightly LGBM method to obtain rzal probas with our custom loss.

Source code in woodtapper/fairness/regression.py 
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def predict_(
    self,
    X,
    raw_score=False,
    start_iteration=0,
    num_iteration=None,
    pred_leaf=False,
    pred_contrib=False,
    validate_features=False,
    **kwargs,
):
    """
    Modify slightly LGBM method to obtain rzal probas with our custom loss.
    """
    result = super(lgb.LGBMRegressor, self).predict(
        X=X,
        raw_score=raw_score,
        start_iteration=start_iteration,
        num_iteration=num_iteration,
        pred_leaf=pred_leaf,
        pred_contrib=pred_contrib,
        validate_features=validate_features,
        **kwargs,
    )
    # print("result before sigmoid: ",result)
    # result = _sigmoid(result)
    # print("result after sigmoid: ",result)
    # if callable(self._objective) and not (raw_score or pred_leaf or pred_contrib):
    #    _log_warning(
    #        "Cannot compute class probabilities or labels "
    #        "due to the usage of customized objective function.\n"
    #        "Returning raw scores instead."
    #    )
    #    return result
    # if self.__is_multiclass or raw_score or pred_leaf or pred_contrib:  # type: ignore [operator]
    if raw_score or pred_leaf or pred_contrib:
        raise ValueError(
            "Cannot compute raw_score, pred_leaf, or pred_contrib with OTFairBoostClassifier."
        )

    return result